An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Go Tamakoshi and Shigeyuki Hamori
| Year of publication: |
2013
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|---|---|
| Authors: | Tamakoshi, Go ; Hamori, Shigeyuki |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 9/10, p. 939-950
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| Subject: | European sovereign debt crisis | financial contagion | dynamic conditional correlation | Griechenland | Greece | Schuldenkrise | Debt crisis | EU-Staaten | EU countries | Korrelation | Correlation | Ansteckungseffekt | Contagion effect | Eurozone | Euro area | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010245648